| KWC Stock | | | THB 310.00 0.00 0.00% |
Krungdhep Sophon market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Krungdhep Sophon Public or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Krungdhep Sophon Public has current Market Risk Adjusted Performance of 0.4059.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4059 | |
| ER[a] | = | Expected return on investing in Krungdhep Sophon |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Krungdhep Sophon Market Risk Adjusted Performance Peers Comparison
Krungdhep Market Risk Adjusted Performance Relative To Other Indicators
Krungdhep Sophon Public is rated
third overall in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
74.12 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Krungdhep Sophon Public is roughly
74.12
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